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Search: subject:"cumulative return gap"
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autoregressive distributed lag model
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autoregressive model
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cumulative abnormal returns
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cumulative return
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cumulative return gap
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finite difference
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Statistical analysis Dow Jones Stock Index:
Cumulative
return
gap
and finite difference method
Yan, Kejia
;
Gupta, Rakesh
;
Haddad, Sama
- In:
Journal of Risk and Financial Management
15
(
2022
)
2
,
pp. 1-44
cumulative
return
gap
(CRG) model to overcome the weaknesses of the traditional cumulative abnormal returns (CAR) and buy …
Persistent link: https://www.econbiz.de/10013201392
Saved in:
2
Statistical analysis Dow Jones Stock Index :
cumulative
return
gap
and finite difference method
Yan, Kejia
;
Gupta, Rakesh
;
Haddad, Sama
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
2
,
pp. 1-44
cumulative
return
gap
(CRG) model to overcome the weaknesses of the traditional cumulative abnormal returns (CAR) and buy …
Persistent link: https://www.econbiz.de/10012888211
Saved in:
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